NO.PZ2024061801000084
问题如下：
There are 3 million outstanding shares of ABC stock currently selling at $42 each. ABC is considering issuing 1 million warrants with a strike price of $45 exercisable in one year. If the current value of a 1-year European call option is $2.12, the expected stock price after announcing the warrant (assuming no perceived benefit to issuance) will be closest to:
选项：
A.
$40.41.
B.
$41.47.
C.
$42.53.
D.
$43.59.
解释：
The value of each warrant is equal to:
The total warrant cost is 1,000,000 × $1.59 = $1.59 million.
The initial stock price will therefore decline by:
So, the stock price = $42.00 – $0.53 = $41.47.
我能理解期权费的下降是0.53，但是我不太明白，为什么股票价格是42-0.53。 本来有2份 42的股票，再来1份45的股票，不应该算个加权平均数嘛…
谢谢老师。
